+1,837.2%
NDAQ vs SSNC
+1,023.6%
+813.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | +1.3% | +2.3% | -1.0% | +0.3% |
| 30D | +18.0% | -3.1% | +21.1% | +19.3% |
| 3M | +11.5% | -2.7% | +14.3% | +12.5% |
| 6M | +21.1% | +23.7% | -2.6% | +10.7% |
| YTD | +12.8% | -8.0% | +20.8% | +16.0% |
| 1Y | +25.7% | -4.7% | +30.4% | +27.5% |
| 3Y | +116.8% | +58.0% | +58.8% | +80.0% |
| 5Y | +67.3% | +8.0% | +59.3% | +58.3% |
| 10Y | +473.3% | +183.8% | +289.5% | +266.1% |
| All | +1,837.2% | +1,023.6% | +813.6% | +562.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SSNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling